+915.1%
MSFT vs AG
+76.0%
+839.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.3% |
| 7D | -1.3% | -10.0% | +8.7% | -0.5% |
| 30D | -1.8% | -10.5% | +8.7% | -1.1% |
| 3M | +5.6% | -27.3% | +32.9% | +7.7% |
| 6M | +29.8% | -43.0% | +72.8% | +34.1% |
| YTD | +9.0% | -17.9% | +26.9% | +8.9% |
| 1Y | +4.9% | +11.9% | -7.0% | +2.4% |
| 3Y | +46.2% | +201.8% | -155.6% | +29.5% |
| 5Y | +62.1% | -0.1% | +62.2% | +51.4% |
| All | +915.1% | +76.0% | +839.1% | +820.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling